We present a numerical method for solving the indefinite least squares problem. We first normalize the coefficient matrix. Then we compute the hyperbolic QR factorization of the normalized matrix. Finally we compute t...We present a numerical method for solving the indefinite least squares problem. We first normalize the coefficient matrix. Then we compute the hyperbolic QR factorization of the normalized matrix. Finally we compute the solution by solving several triangular systems. We give the first order error analysis to show that the method is backward stable. The method is more efficient than the backward stable method proposed by Chandrasekaran, Gu and Sayed.展开更多
文摘We present a numerical method for solving the indefinite least squares problem. We first normalize the coefficient matrix. Then we compute the hyperbolic QR factorization of the normalized matrix. Finally we compute the solution by solving several triangular systems. We give the first order error analysis to show that the method is backward stable. The method is more efficient than the backward stable method proposed by Chandrasekaran, Gu and Sayed.
